| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196156.7511 | 200071.6882 | -3914.9371 | -4225.144 | 117069.3671 | -121294.5111 |
| Total P&L (%) | 196.1568 | 200.0717 | -3.9149 | -4.2251 | 117.0694 | -121.2945 |
| Avg Daily Profit (%) | 0.1883 | 0.1921 | -0.0038 | -0.0041 | 0.0744 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109729 | -58918 | -128044 | -359442 | -144376 | -366316 |
| Profit Factor | 1.2992 | 1.635 | 0.9885 | 0.9968 | 1.1975 | 0.8293 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
| Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Profitability (%) | 50.5747 | 47.1264 | 54.023 | 50.5747 | 47.1264 | 54.023 |
| Ratio Avg Win / Avg Loss | 1.2697 | 1.8344 | 0.8413 | 0.9741 | 1.3435 | 0.7058 |
| Largest Winning Trade | 196066 | 196066 | 37697 | 243465 | 243465 | 96692 |
| Largest Losing Trade | -41703 | -19687 | -41703 | -155972 | -62414 | -155972 |
| Avg Bars in Trades | 141 | 125 | 158 | 141 | 125 | 158 |
| Avg Bars in Winners | 169 | 150 | 187 | 169 | 150 | 187 |
| Avg Bars in Losers | 113 | 102 | 125 | 113 | 102 | 125 |
| Bars Traded | 24691 | 10894 | 13798 | 24691 | 10894 | 13798 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309092 | 331562 | -580578 | -579792 | -98293 | -580578 |
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669114800000,
"first_datapoint_time": 1669723200000,
"last_datapoint_time": 1759114800000,
"evaluation_time": 1759118100561,
"expiration_time": 1765594800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 83,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
196156.7511098993,
200071.6882105627,
-3914.9371006634,
-4225.1440228292,
117069.3670751907,
-121294.5110980199
],
[
196.156751,
200.071688,
-3.914937,
-4.225144,
117.069367,
-121.294511
],
[
0.18831,
0.192068,
-0.003758,
-0.004144,
0.074432,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-109729,
-58918,
-128044,
-359442,
-144376,
-366316
],
[
1.299184,
1.634974,
0.988504,
0.996758,
1.197488,
0.829282
],
[
174,
87,
87,
174,
87,
87
],
[
88,
41,
47,
88,
41,
47
],
[
86,
46,
40,
86,
46,
40
],
[
50.574713,
47.126437,
54.022989,
50.574713,
47.126437,
54.022989
],
[
1.269657,
1.834361,
0.84128,
0.974104,
1.343523,
0.705772
],
[
196066,
196066,
37697,
243465,
243465,
96692
],
[
-41703,
-19687,
-41703,
-155972,
-62414,
-155972
],
[
141,
125,
158,
141,
125,
158
],
[
169,
150,
187,
169,
150,
187
],
[
113,
102,
125,
113,
102,
125
],
[
24691,
10894,
13798,
24691,
10894,
13798
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309092,
331562,
-580578,
-579792,
-98293,
-580578
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669114800000,
"first_datapoint_time": 1669723200000,
"last_datapoint_time": 1759114800000,
"evaluation_time": 1759118100561,
"expiration_time": 1765594800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 83,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|